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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Monte-Carlo-Simulation"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
~type_genre:"Conference paper"
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Monte-Carlo-Simulation
Prognoseverfahren
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Option pricing theory
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Quantitative finance
The European journal of finance
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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International journal of theoretical and applied finance
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Economic dynamics and sustainable development ; Part 2
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Journal of monetary economics
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Proceedings of selected articles of 2013 World Agricultural Outlook Conference
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Index volatility and the put-call ratio : a tale of three markets
Gang, Jianhua
;
Huang, Nan
;
Song, Ke
;
Zhang, Ruyi
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1983-1996
Persistent link: https://www.econbiz.de/10012313532
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2
Volatility information difference between CDS, options, and the cross section of options returns
Guo, Biao
;
Shi, Yukun
;
Xu, Yaofei
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2025-2036
Persistent link: https://www.econbiz.de/10012313548
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